Options

IV vs ATR Crush Calculator

Comparing the daily move implied by options (from implied volatility) against the daily move the stock is actually realizing (ATR) shows whether options premium looks rich or cheap relative to recent range. Enter price, annualized implied volatility, ATR, and trading days per year to get both figures side by side.

Current Price

Implied Volatility (annualized %)

Daily ATR ($)

Trading Days per Year

IV-implied daily move ($) ···

Realized ATR ($) ···

IV / ATR ratio ···

Read ···

Educational tool only, not financial advice. IV richness relative to ATR is one input for options strategy decisions, not a standalone signal. Options carry substantial risk.

Built by Jason Parker, founder of Trading Ranges.